WEEKLY REPORT
July 3, 2017

DAILY AVERAGE

value
JPY 36,439,011,584
 
trades
115,473
traded symbols
1,939
quoted symbols
2,298
weekly highlight

market share1

Total by Value 1.2%
Total by Volume 1.2%
Mid Cap 400 by Value 2.3%
Mid Cap 400 by Volume 2.6%
Nikkei 225 by Value 1.2%
Nikkei 225 by Volume 1.6%
PRICE IMPROVEMENT2

TRADES WITH PI83.2%
AVERAGE PI2.7 BPS
TOTAL PI/SAVINGSJPY 41,148,498
price improvement value traded symbols
LARGE CAP0.6 BPS 20,873,367,890 99
MID CAP2.9 BPS 47,517,034,375 393
SMALL CAP3.4 BPS 15,036,675,365 1016
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7974 NINTEND 2,483 0.3 83.7 0.6 BPS
8316 SMFG 1,586 1.0 87.8 0.3 BPS
7270 SUBARU 1,495 1.1 84.1 0.4 BPS
4689 YAHOO J 1,438 4.4 92.3 6.5 BPS
6861 KEYENCE 1,104 1.7 83.2 0.5 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8972 KENEDIXO 410 13.0 91.8 3.2 BPS
6425 UNIVERSL 252 10.1 87.7 5.9 BPS
3002 GUNZE 124 9.3 91.2 6.3 BPS
8840 DAIKYO 197 9.2 92.8 11.3 BPS
3088 MA-KIYO 434 8.8 81.6 3.6 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8704 TRADERS 1,229,600 49,095,700 3992.8%
3323 RECOMM 137,900 34,218,900 24814.3%
6502 TOSHIBA 1,548,000 25,628,000 1655.6%
2538 JFLA 15,000 21,899,000 145993.3%
5721 S-SCIEN 13,600 20,949,700 154041.9%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
9101 NYKLINE 960 56.5 94.2 15.6 BPS
2768 SOJITZ 385 55.6 95.4 15.0 BPS
1821 MS-CON 47 53.7 93.2 35.0 BPS
3315 NIP-COKE 6 50.6 94.7 20.7 BPS
6701 NEC 558 50.4 94.8 12.7 BPS
CHI-MATCH
 
MATCHED VALUE 9,289,549,198 MATCHED VOLUME 4,987,774 SYMBOLS 419
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
7270 SUBARU 916,351,082 225,200
9984 SOFTBNKG 486,252,226 54,400
6988 NTTODEN 354,144,712 36,800
6981 MURATA 283,582,914 16,800
8802 MTB-EST 260,243,876 126,400
       
 
VALUE %
AM 0 0.0
PM 6,798,142,282 73.2
FULL DAY 2,491,406,916 26.8
 
LARGE CAP 2,678,645,915 59.8
MID CAP 1,243,780,141 27.8
SMALL CAP 556,185,119 12.4

For More Information please contact:
Tel +81.3.6366.8899 | Jp.client.service@chi-x.com

(1) Market share among lit markets (TSE, Chi-X Japan, SBI Japannext). Source: Chi-X Japan based on TSE Data and JNX Data.
(2) PI is calculated by comparing the execution price against the primary market's best bid for each sell or best offer for each buy at the point of execution and is calculated from the perspective of the Taker of the trade.
(3) Maker opportunities are defined as marketable IOC or FOK orders that did not get filled at Chi-X Japan.
(4) Taker opportunities are defined as trades of which the TSE execution price was inferior to a posted Chi-X Japan quote at the same size or better.
(5) Chi-Match Volume, Value and Trades calculations are double counted

© 2015 Chi-X Japan Limited. All rights reserved. Chi-X is a registered trademark. Chi-X Japan Limited is a financial instruments trading firm licensed by the Financial Services Agency (FSA) to operate a proprietary trading system. This information is provided for informational purposes only. Under no circumstances is it to be used or considered as an offer to purchase or sell any security, or as a solicitation or recommendation of the purchase, sale, or offer to purchase or sell any security.